You'll probably need to find out what kind of frizz you have. (Yes, there are types
I can't really tell from your description whether your hair needs moisture or is over-conditioned, or even if it needs different styling (products or technique).
Regardless, hair tends to get worse before better on CG. It takes a while for your natural oils to kick in---for most, it's not a one or two day or even week thing.
And another note: If you've suffered severe heat damage, especially on the ends, the hair may be what you would consider beyond repair. In other words, you're going to need to cut/trim off the heat damage as many have cut/trimmed off their relaxed ends. Same concept. Keep the healthy, natural hair, and get rid of the dead that's weighing it down.
Heat damaged ends... well... they're always going to be kind of frizzy, or at the very least, unhealthy. And probably brittle, wiry... If you don't want to cut it off, you may be able to salvage them (at least for a little while) with a strong DT and protective styling.